Also, I looked and don't see an option when I click Properties for the Firewall to open a custom port and none of those listed seem to have UDP 623 Outbound as an option.
Note I just tried this on another vCenter datacenter with three hosts. Of the two with configured remote access controllers, I can get it to work on the HP system with an iLO 2, but not on a Dell PowerEdge R420 running an iDRAC 7 Enterprise, which I thought would support BMC calls like the iLO does.